CBOE Mid-Day Update 4.22.15

Volatility as an asset class

Boeing (BA) is recently down $3.58 to $149.75 on Q1 profit increasing 38% on growth in its commercial-airlines segment. May weekly call option implied volatility is at 19, May is at 17, June and August is at 18; compared to its 26-week average of 22.

Coca-Cola (KO) is recently up 47c to $41.25 on better than expected Q1 profit and revenue. May weekly call option implied volatility is at 15, June is at 14, July is at 13, November is at 14; compared to its 26-week average of 18.

McDonald’s (MCD) is recently up $2.25 to $97.11 on better than expected revenue and plans to share initial details of turnaround plan on May 4. May weekly call option implied volatility is at 24, May is at 22, June is at 19, September is at 18; compared to 26-week average of 18.

CBOE Russell 2000 Volatility Index (RVX) down 1% to 16.25, compared to its 50-day moving average of 17.21. www.cboe.com/RVX

CBOE/CBOT 10-year U.S. Treasury Note Volatility Index (VXTYN) up 1.19% to 5.12 cboe.com/VXTYN

CBOE Crude Oil Volatility Index (OVX) down 2.2% to 40.14 compared to its 10-day moving average of 51.26 as WTI oil trades near $56.  cboe.com/OVX

CBOE Volatility Index-VIX methodology for Energy Select Sector SPDR (VXXLE) down 0.7% to 19.82 cboe.com/micro/VIXETF/VXXLE/

Active options at CBOE: AAPL NFLX TWTR MCD C KO MYL MA C FB TSLA

Options with increasing volume @ CBOE: KMI MA V EBAY MTG CHK CAMP FTI NUVA

CBOE Volatility Index (VIX) down 2.1% to 12.98, high 13.80, low 12.84, May 16, 21 & 24 calls active on total volume of 211K cboe.com/VIX

IPath S&P 500 VIX Short-Term Futures (VXX) is recently down 15c to 21.38.

CBOE S&P 500 Short-Term Volatility Index (VXST) is recently down 0.5% to 12.52; compared to its 50-day moving average of 13.13 stks.co/r0CS2

CBOE DJIA BuyWrite Index (BXD) up 0.1% to 271.89 compared to its 50-day moving average of 269.14 cboe.com/micro/bxd/

CBOE Mini-SPX options (XSP) up 0.2% to 210.10 http://www.cboe.com/micro/xsp/

S&P 100 Options (OEX) recently up 2.70 to 919.20 on strong corporate results.